I've only ever played the 3DS games, but I really loved reading deeper into everyone. Whether I agree or wholly sympathize with them or not, I can't say I dislike or am even disinterested with any character.
But I do have favorites: Lon'qu in Awakening is not only a total badass and my favorite to play, but a very damaged man who has excellent support conversations with every female, due in part to his established fear of being around them.
I haven't played enough of Fates to fully grasp everyone, but I find one of the most interesting so far to be Beruka. I'm probably in the extreme minority, but she's interesting for being not interesting. She tries to portray herself one dimensionally, as a professional killer only, yet support conversations, and FE's generally top tier writing, paint a much different picture if you pay close attention. And I want to know why she is that way.
(edited by TogoSystem)